-46.8%
CPNG vs NVS
+27.7%
-74.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.2% |
| 7D | -7.4% | +4.0% | -11.5% | -7.9% |
| 30D | -4.4% | +3.6% | -8.0% | -4.7% |
| 3M | -7.5% | +7.8% | -15.3% | -8.6% |
| 6M | -19.9% | -0.2% | -19.8% | -21.3% |
| YTD | -35.2% | +19.6% | -54.8% | -34.8% |
| 1Y | -46.8% | +28.4% | -75.2% | -45.6% |
| All | -46.8% | +27.7% | -74.5% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NVS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling